Guido M Kuersteiner
Biographic Data
| ID | 8880648 |
|---|---|
| NAME | Guido M Kuersteiner |
| GIVEN NAMES | Guido M |
| FAMILY NAME | Kuersteiner |
| SIGNATURE | KUERSTEINER G M |
| AFFILIATIONS | Georgetown University |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2011 |
| LATEST PUBLICATION YEAR | 2018 |
| H-INDEX | 0 |
Semiparametric Estimates of Monetary Policy Effects
We develop flexible semiparametric time series methods for the estimation of the causal effect of monetary policy on macroeconomic aggregates. Our estimator captures the average causal response to discrete policy interventions in a macrodynamic setting, without the need for assumptions about the process generating macroeconomic outcomes. The proposed estimation strategy, based on propensity score weighting, easily accommodates asymmetric and nonl…
Causal Effects of Monetary Shocks
No prominent works on this page.
Causal Effects of Monetary Shocks
Semiparametric Estimates of Monetary Policy Effects
We develop flexible semiparametric time series methods for the estimation of the causal effect of monetary policy on macroeconomic aggregates. Our estimator captures the average causal response to discrete policy interventions in a macrodynamic setting, without the need for assumptions about the process generating macroeconomic outcomes. The proposed estimation strategy, based on propensity score weighting, easily accommodates asymmetric and nonl…
Econometrics (2 works) · Economics (2 works) · Italy: Economic History and Contemporary Issues (2 works) · Market Dynamics and Volatility (2 works) · Mathematics (2 works) · Monetary Policy and Economic Impact (2 works) · Statistics (2 works) · Accommodation (1 work) · Causal inference (1 work) · Causality (physics) (1 work)